RQ: RATS module to generate regression quantile

Eric Blankmeyer ()
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Eric Blankmeyer: Texas State University

Statistical Software Components from Boston College Department of Economics

Abstract: rq.src computes a regression quantile [R. Koenker and G. Bassett (1978) "regression quantiles" in Econometrica, 46, 33-50]. Just as least-squares estimates the average value of the dependent variable for specified values of the independent variables, the 0.5 quantile (the fiftieth percentile) estimates the median of the dependent variable for specified values of the independent variables. in general, the user chooses "quant" (0

Language: RATS
Keywords: quantile; regression (search for similar items in EconPapers)
Date: 1999-04-20
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